Computes the Maximum Likelihood Estimator for the normal-gamma distribution, either from a normal-gamma distributed sample or from two samples respectively normal-gamma and normally distributed.
● Data Source:
CranContrib
● Keywords: gamma, maximum likelihood, normal
● Alias: normgam.fit
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The NormalGamma package is devoted to the density convolution model Y = X + N where X and N are independent variables with respectively gamma and normal distributions. For this model called further normal-gamma convolution model, this package proposes the computation of the convoluted density, the parameter estimation by likelihood maximization and the background correction obtained by deconvolution.
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